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20162019
most citedOn optimal periodic dividend and capital injection strategies for spectrally negative Lévy models

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q-fin.PR2019

The Leland-Toft optimal capital structure model under Poisson observations

Zbigniew Palmowski, José Luis Pérez, Budhi Arta Surya +1

We revisit the optimal capital structure model with endogenous bankruptcy first studied by Leland \cite{Leland94} and Leland and Toft \cite{Leland96}. Differently from the standard…